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Concentration inequalities, exponential convergence and tamed Euler-Maruyame scheme for mean-field interacting particle system and McKean-Vlasov equations

  • 演讲者:刘伟(武汉大学)

  • 时间:2025-12-05 10:30-11:30

  • 地点:理学院大楼 M4009

Abstract
In this talk, we will show concentration inequalities,  exponential convergence in the 1-order Wasserstein metric, and uniform-in-time propagation of chaos for the mean-field weakly interacting particle system related to McKean-Vlasov equation. We will also provide a tamed Euler-Maruyama scheme to approximate the invariant measure of the McKean-Vlasov equation.